| Publication | Date of Publication | Type |
|---|
A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs
Journal of Computational and Applied Mathematics | 2026-09-30 | Paper |
Generative modeling and controllability
Communications in Information and Systems | 2026-02-27 | Paper |
Stochastic heat equations driven by space-time G-white noise under sublinear expectation
The Annals of Applied Probability | 2025-12-02 | Paper |
A novel control method for solving high-dimensional Hamiltonian systems through deep neural networks
SIAM Journal on Scientific Computing | 2025-07-23 | Paper |
Imbalanced binary classification under distribution uncertainty
Information Sciences | 2024-04-18 | Paper |
Survey on path-dependent PDEs
Chinese Annals of Mathematics. Series B | 2024-01-04 | Paper |
Stochastic heat equations driven by space-time G-white noise under sublinear expectation
(available as arXiv preprint) | 2024-01-01 | Paper |
Ergodicity and Mixing of Sublinear Expectation System and Applications
(available as arXiv preprint) | 2024-01-01 | Paper |
G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics
Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
Probability, Uncertainty and Quantitative Risk | 2023-04-26 | Paper |
Maximally distributed random fields under sublinear expectation
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
Solving stochastic optimal control problem via stochastic maximum principle with deep learning method
Journal of Scientific Computing | 2022-09-28 | Paper |
Optimal unbiased estimation for maximal distribution
Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
Extended conditional \(G\)-expectations and related stopping times
Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation
(available as arXiv preprint) | 2022-04-30 | Paper |
Theory, methods and meaning of nonlinear expectation theory
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
Journal of Theoretical Probability | 2022-03-17 | Paper |
\(G\)-Lévy processes under sublinear expectations
Probability, Uncertainty and Quantitative Risk | 2021-07-06 | Paper |
Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Law of large numbers and central limit theorem under nonlinear expectations
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
A hypothesis-testing perspective on the \(G\)-normal distribution theory
Statistics & Probability Letters | 2020-01-20 | Paper |
Limit theorems with rate of convergence under sublinear expectations
Bernoulli | 2019-09-25 | Paper |
Limit theorems with rate of convergence under sublinear expectations
Bernoulli | 2019-09-25 | Paper |
Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and G-Brownian motion
Probability Theory and Stochastic Modelling | 2019-09-17 | Paper |
Parabolic equations with quadratic growth in \(\mathbb{R}^{n}\)
Computational Methods in Applied Sciences | 2019-07-17 | Paper |
| Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning | 2019-07-11 | Paper |
Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning
(available as arXiv preprint) | 2019-01-01 | Paper |
Supermartingale decomposition theorem under \(G\)-expectation
Electronic Journal of Probability | 2018-08-24 | Paper |
Supermartingale decomposition theorem under \(G\)-expectation
Electronic Journal of Probability | 2018-08-24 | Paper |
Martingale problem under nonlinear expectations
Mathematics and Financial Economics | 2018-04-16 | Paper |
| On the exit times of SDEs driven by $G$-Brownian motion | 2018-04-16 | Paper |
Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
Science China. Mathematics | 2018-03-16 | Paper |
On the exit times of SDEs driven by G-Brownian motion
(available as arXiv preprint) | 2018-01-01 | Paper |
Mean-field stochastic differential equations and associated PDEs
The Annals of Probability | 2017-10-24 | Paper |
Mean-field stochastic differential equations and associated PDEs
The Annals of Probability | 2017-10-24 | Paper |
Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
Science China. Mathematics | 2017-06-29 | Paper |
| Reflected Solutions of BSDEs Driven by G-Brownian Motion | 2017-05-31 | Paper |
Stein type characterization for G-normal distributions
Electronic Communications in Probability | 2017-05-02 | Paper |
Stein type characterization for G-normal distributions
Electronic Communications in Probability | 2017-05-02 | Paper |
Reflected Solutions of BSDEs Driven by G-Brownian Motion
(available as arXiv preprint) | 2017-01-01 | Paper |
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
Science China. Mathematics | 2016-07-06 | Paper |
A complete representation theorem for G-martingales
Stochastics | 2016-06-10 | Paper |
\(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
\(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
| Wong-Zakai Approximation for SDEs Driven by G-Brownian Motion | 2015-10-31 | Paper |
A biographical note and tribute to Xunjing Li on his 80th birthday
Mathematical Control and Related Fields | 2015-07-30 | Paper |
Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion
(available as arXiv preprint) | 2015-01-01 | Paper |
Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents
SIAM Journal on Control and Optimization | 2014-07-30 | Paper |
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
Stochastic Processes and their Applications | 2014-02-07 | Paper |
Backward stochastic differential equations driven by \(G\)-Brownian motion
Stochastic Processes and their Applications | 2014-02-06 | Paper |
Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations
European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis | 2013-07-04 | Paper |
Constrained BSDEs, viscosity solutions of variational inequalities and their applications
Mathematical Control and Related Fields | 2013-03-21 | Paper |
| A Note on G- Optimal Stopping Problems | 2012-11-03 | Paper |
WITHDRAWN: A Note on G- Optimal Stopping Problems
(available as arXiv preprint) | 2012-01-01 | Paper |
Representation of the penalty term of dynamic concave utilities
Finance and Stochastics | 2011-11-27 | Paper |
| scientific article; zbMATH DE number 5971068 (Why is no real title available?) | 2011-11-11 | Paper |
Reflected BSDE with a constraint and its applications in an incomplete market
Bernoulli | 2011-09-02 | Paper |
Stopping times and related Itô's calculus with \(G\)-Brownian motion
Stochastic Processes and their Applications | 2011-07-08 | Paper |
| Note on Viscosity Solution of Path-Dependent PDE and G-Martingales | 2011-06-06 | Paper |
| Sublinear Expectations and Martingales in discrete time | 2011-04-28 | Paper |
Maximum principle for backward doubly stochastic control systems with applications
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
Potential Analysis | 2011-02-14 | Paper |
Sublinear Expectations and Martingales in discrete time
(available as arXiv preprint) | 2011-01-01 | Paper |
Note on Viscosity Solution of Path-Dependent PDE and G-Martingales
(available as arXiv preprint) | 2011-01-01 | Paper |
On controllability for stochastic control systems when the coefficient is time-variant
Journal of Systems Science and Complexity | 2010-10-29 | Paper |
| scientific article; zbMATH DE number 5734673 (Why is no real title available?) | 2010-07-09 | Paper |
| Tightness, weak compactness of nonlinear expectations and application to CLT | 2010-06-13 | Paper |
Backward stochastic differential equation driven by fractional Brownian motion
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Jensen's inequality for \(g\)-convex function under \(g\)-expectation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-04-12 | Paper |
| Some Estimates for Martingale Representation under G-Expectation | 2010-04-07 | Paper |
BSDEs with random default time and related zero-sum stochastic differential games
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-17 | Paper |
| Nonlinear Expectations and Stochastic Calculus under Uncertainty | 2010-02-24 | Paper |
Nonlinear Expectations and Stochastic Calculus under Uncertainty
(available as arXiv preprint) | 2010-01-01 | Paper |
Some Estimates for Martingale Representation under G-Expectation
(available as arXiv preprint) | 2010-01-01 | Paper |
Tightness, weak compactness of nonlinear expectations and application to CLT
(available as arXiv preprint) | 2010-01-01 | Paper |
Viability property on Riemannian manifolds
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-12-22 | Paper |
Error estimates of the \(\theta\)-scheme for backward stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2009-12-16 | Paper |
Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
Science in China. Series A | 2009-12-07 | Paper |
On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
Mean-field backward stochastic differential equations and related partial differential equations
Stochastic Processes and their Applications | 2009-10-13 | Paper |
Mean-field backward stochastic differential equations: A limit approach
The Annals of Probability | 2009-08-21 | Paper |
Anticipated backward stochastic differential equations
The Annals of Probability | 2009-07-28 | Paper |
Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-03-09 | Paper |
The viability property of controlled jump diffusion processes
Acta Mathematica Sinica, English Series | 2009-01-26 | Paper |
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
Stochastic Processes and their Applications | 2009-01-16 | Paper |
Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations
Stochastic Processes and their Applications | 2008-09-29 | Paper |
| Maximum principle for viscosity solutions on Riemannian manifolds | 2008-06-29 | Paper |
Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection
Stochastic Processes and their Applications | 2008-06-10 | Paper |
Convergence of solutions of discrete reflected backward SDE's and simulations
Acta Mathematicae Applicatae Sinica. English Series | 2008-05-26 | Paper |
| A New Central Limit Theorem under Sublinear Expectations | 2008-03-18 | Paper |
G-expectation, G-Brownian motion and related stochastic calculus of Itô type
(available as arXiv preprint) | 2008-01-17 | Paper |
A New Central Limit Theorem under Sublinear Expectations
(available as arXiv preprint) | 2008-01-01 | Paper |
Maximum principle for viscosity solutions on Riemannian manifolds
(available as arXiv preprint) | 2008-01-01 | Paper |
| G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty | 2007-11-18 | Paper |
On the set of solutions of a BSDE with continuous coefficient
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-04-16 | Paper |
G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
(available as arXiv preprint) | 2007-01-01 | Paper |
| Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition | 2006-11-28 | Paper |
On the comparison theorem for multidimensional BSDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-08-14 | Paper |
| Modelling Derivatives Pricing Mechanisms with Their Generating Functions | 2006-05-22 | Paper |
Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Modelling Derivatives Pricing Mechanisms with Their Generating Functions
(available as arXiv preprint) | 2006-01-01 | Paper |
Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition
(available as arXiv preprint) | 2006-01-01 | Paper |
Determination of a controllable set for a class of non‐linear stochastic control systems
Optimal Control Applications & Methods | 2005-10-13 | Paper |
The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
Nonlinear expectations and nonlinear Markov chains
Chinese Annals of Mathematics. Series B | 2005-07-26 | Paper |
